Journal of Dynamical and Control Systems
Technical communique: Infinite horizon H2/H∞ control for stochastic systems with Markovian jumps
Automatica (Journal of IFAC)
Zero assignment for robust H2/H∞ fault detection filter design
IEEE Transactions on Signal Processing
Robust H2/H∞ global linearization filter design for nonlinear stochastic systems
IEEE Transactions on Circuits and Systems Part I: Regular Papers
Brief paper: Distribution function tracking filter design using hybrid characteristic functions
Automatica (Journal of IFAC)
ACC'09 Proceedings of the 2009 conference on American Control Conference
Set-membership fuzzy filtering for nonlinear discrete-time systems
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
IEEE Transactions on Signal Processing
Reduced-order H2 filtering for discrete linear repetitive processes
Signal Processing
| Hi-index | 35.69 |
In this correspondence, we consider the robust H2/H∞ filtering problem for linear perturbed systems with steady-state error variance constraints. The purpose of this multiobjective problem is to design a linear filter that does not depend on the parameter perturbations such that the following three performance requirements are simultaneously satisfied. (1) The filtering process is asymptotically stable. (2) The steady-state variance of the estimation error of each state is not more than the individual prespecified value. (3) The transfer function from exogenous noise inputs to error state outputs meets the prespecified H∞ norm upper bound constraint. We show that in both continuous and discrete-time cases, the addressed filtering problem can effectively be solved in terms of the solutions of a couple of algebraic Riccati-like equations/inequalities. We present both the existence conditions and the explicit expression of desired robust filters. An illustrative numerical example is provided to demonstrate the flexibility of the proposed design approach